d-fine (2017 - 2023)

Zürich

• Client: Private Bank
• Purpose: Onboarding of new products & valuation methods
• Role: business & quantitative analysis.
• Responsibilities: Coordination within 2nd LoD, validation of interest rate derivatives and discounting methodologies

• Client: Bank, International Wealth Management Division
• Purpose: Operational risk mitigation & automation for the Structured Lending & Real Estate Finance business
• Role: business analysis.
• Responsibilities: Rules for margin calls, loan origination, fixing based on alternative reference rates (IBOR transition)

Frankfurt / Düsseldorf

• Client: Software Companies
• Purpose: Early-stage and alternative financing (ICOs, STOs)
• Role: Software development, business analysis
• Responsibilities:
  • Smart contract specification & implementation
  • Security auditing of a smart contract
  • Integration of Payment Channels
    • Bitcoin, Ethereum, hierarchical deterministic keys
    • Paypal
  • E-commerce order management
  • Identity and access management
  • Infrastructure provisioning

Hannover

• Client: International insurance Group
• Purpose: Bafin requirement, internal model improvement
• Role: Software development
• Responsibilities: The smoothing of a matrix of rating transitions, using a generalized linear model

Geneva

• Client: Private Bank
• Purpose: Validation and improvement of the market risk system
• Role: Software configuration, analysis
• Responsibilities: Risk measures for fixed income trades

ETH Zürich (2016)

2015 was the year I read about Cybernetics and its history. One research group that then caught my interest was the Control Theory and Systems Biology Laboratory.

Notable experiments I witnessed were around antithetic integral feedbacks. My work there was about the entrainment of coupled noisy oscillators.

ETH Zürich (2013 - 2015)

After validating the coursework from the MScQF program , I reoriented myself towards the MSc in mathematics. A focus was machine/statistical learning:

• Body Movement Recognition (R) (and elevator pitch)
• A Review of Some Manifold Learning Algorithms
• Compressed Sensing (R)

Finally, I bridged some of my theoretical gaps in differential geometry & functional analysis using my master thesis.

EPFL (2010 - 2013)

Each year of our bachelor program was introducing a new level of abstraction:

• Sets The reals, vector spaces, the euclidean plane, coordinate systems in mechanics

• Sets^Sets Topological spaces, sigma algebras, quotient algebras

• Sets^SetsSets Functional analysis, sobolev spaces for finite element methods, PDEs, stochastic processes

And next to the theory, some code, modeling, and writing:

• Simulating a Particule Accelerator (C++)
• Extreme Value Theory Applied on Rainfall Data (R)
• Numerical Methods for Stochastic ODEs (Matlab)
• The Weighted Majority Algorithm & Constant Rebalanced Portfolios (Matlab)
• Analysis of Pollen Allergies Through Google Trends Data (R)
• Mathematical Modeling of Behavior (Biogeme)